Quantitative Engineer Role
This role involves the development, enhancement and support of financial models and tools to manage valuation and risk in Global Markets activities.
You will work closely with Trading and Risk teams on a daily basis to perform quantitative engineering tasks, contributing directly to model innovation for Equity Derivatives.
Responsibilities:
* Maintain and enhance pricing libraries and associated quantitative tools.
* Design and implement new financial models (volatility, correlation, etc.) in line with business needs and regulatory constraints.
* Perform quantitative engineering to support traders in valuation and risk management of their portfolios.